A Jacobi Method for Computing Generalized Hyperbolic SVD
نویسنده
چکیده
In this paper, we introduce a joint hyperbolic-orthogonal decomposition of two matrices which we call a Generalized Hyperbolic SVD, or GHSVD. This decomposition can be used for nding the eigenvalues and eigenvectors of a symmetric indeenite pencil X T X ? Y T Y where = diag(1). We also present an implicit Jacobi-like method for computing this GHSVD.
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